Stonehenge and Salisbury, although the road past Stonehenge is awful at times

They've closed off the join from the Devizes road which seems to have helped .. but as there are no signs for the parking that I could see people were dumping their cars on the side of the 303 and walking across!

The new entry is off the next roundabout up, (A360? Wilton / Devizes anyway).

FCOL nobody has mentioned Fyfield Down on the Marlborough Downs. Huge number of 'grey wethers' and it's an SSSI. Wonderful place where I've spent many a while contemplating life. You can walk to it from Avebury or there is a nearer car park. Great views, also horse gallops so watch out!

Alternatively do a walk on Wansdyke, a huge embankment that stretches for around 12 miles with stupendous views. Short eared owls to be seen in daylight.

Edit: may I suggest a visit to Imber Church in the middle of Salisbury Plain? Surreal. Very interesting display showing copies of original documents sent by the War Office re the evacuation plus evocative black and white photos. You may be lucky and hear an attempt of a peal of bells.

Swindon is down the road, and has a couple of really nice parks for kids. Lydiard has a great play area and a Jungle Parc which is basically Go Ape for kids. £12 per kid, my boy loves it there.

Coate Water is Marlborough side of town and has a miniature ride-on steam railway, a splash park and crazy golf.

If the weather is bad and you like trains / industrial history, the Steam museum is worth a visit. It's right next to the Outlet Centre which could be of interest to family members not wanting to look at steam engines.

If you go to Oxford, check out the Natural History museum, at the back is the Pitts Rivers museum which you have to see, if only for the shrunken heads.

If going to Bristol, Clifton is nice, the zoo is good and the Explore science museum is great for kids (but quite pricey).

Also worth a visit, about an hour's drive from Marlborough, is the Cotswold Wildlife Park.

The New Forest is a bit of a trek, if heading that way a good family day out is the Moors Valley park, near Ringwood. Fantastic play areas and another steam railway. You can hire bikes there too for the bike trails and there is a Go Ape.

You don't say how old the family is, but some good suggestions - Swindon is good for kids, Lydeard Park great, Coate Water has a fab crazy golf course. Oasis swimming pool has slides and wave machines. You could think about the Living Rainforest in Thatcham, pretty cool for kids or Bucklebury Farm Park. Then while you're in that area, a walk on Greenham Common. Lots to do! And then a meal in Coles in Marlborough if the kids are old enough! Only been there once, but it has stuck in my mind.

Oxford will be a hour or a little more Bristol about the same bath a little less than hour but not much wins or an hour new forest about 1.5 or more. This is all assuming you know where your going don't have to Ross the town, can travel at low traffic periods e.t.c

Crofton Beam Engines are a marvel of engineering.. 200 years old and still able to do their original job of pumping water for the K&A canal. Well worth a see. Combine it with a visit to the windmill and a pint at the pub in Wilton.

As well as Savernake Forest, West Woods, to the west of Marlborough just off the A4 are nice to potter around in. Small picnic area, and there's less logging going on there. As C_g said, Fyfield Down is lovely, you can park in Avebury, then cross the road by the pub, and take the little lane, the Herepath, that leads up to the Ridgeway, cross that, across the field, following the Sustrans route to Marlborough, and that leads you to the valley where most of the stones for Avebury came from. Fantastic views for miles up there, I regularly walk up there, just to be away from people.

Here you go, this gives you an idea of where things are located close to Marlborough in the west:

Savernake is to the right and bottom, out of view, you can just see West Woods in the bottom right, near Lockeridge, then you've got Avebury, Silbury Hill, West Kennet Longbarrow, Barbury Castle, all in a fairly compact area.
Bath is about thirty miles, along the A4 through Calne and Chippenham, Bristol about forty, along the A4 to Chippenham, then along the A420.
The Hawk Conservancy at Weyhill, near Andover is worth visiting, as said above, as is Salisbury; lovely city, and the cathedral is stunning, one of the tallest spires in England, and it has hardly any foundations, being built on river gravel.
Loads to see and do, it's working out how to fit everything in!
Enjoy your stay, it's a lovely part of the country, with a lot of history.

They've closed off the join from the Devizes road which seems to have helped .. but as there are no signs for the parking that I could see people were dumping their cars on the side of the 303 and walking across!

I live a mile or so from Stonehenge. I and all the locals and anyone who regularly uses the 303 would disagree. The closure of that road has been disastrous in traffic terms. The 303 backs up now at off peak times much more rapidly. The old 303/360 junction was, quite literally, a death-trap though, but the 360 was an ancient route too.

It seems some imbecile thought they'd get away with a) a cheap roundabout solution at Longbarrow and b) even worse they haven't dualled the 303 past Stonehenge. You get random tourists pulling on/off the 303 at the byway next to Stonehenge now; I suspect they'll be a nasty accident before long there unless they block it off.